A maximum likelihood estimator for frequency and decay rate

Author

Tabei, M. ; Musicus, B. ; Ueda, M.

Author_Institution

Res. Lab. of Precision Machinery & Electron., Tokyo Inst. of Technol., Japan

fYear

1991

fDate

14-17 Apr 1991

Firstpage

3125

Abstract

An extension of Rife´s discrete Fourier transform (DFT) interpolation into a complex form is presented. The method has several advantages over Rife´s original formula. It can estimate the decay rate of the input sequence as well as the frequency, and does not require a square-root operation. An error analysis suggests a powerful but simple refinement step which can nearly attain the Cramer-Rao (CR) bound. An interpolation formula is derived, and its iteration into a refinement procedure is discussed. The procedure also allows the use of arbitrary windows to suppress the interference of other frequency components in the data that are typically found with real and/or damped sequences

Keywords

error analysis; fast Fourier transforms; interpolation; parameter estimation; signal processing; Cramer Rao bound; DFT interpolation; Rife´s discrete Fourier transform; arbitrary windows; damped sequences; error analysis; frequency estimation; input sequence decay rate estimation; interference suppression; interpolation formula; maximum likelihood estimator; signal processing; simple refinement step; Discrete Fourier transforms; Error analysis; Fourier transforms; Frequency estimation; Gaussian noise; Interpolation; Laboratories; Machinery; Maximum likelihood estimation; Yield estimation;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1991. ICASSP-91., 1991 International Conference on

Conference_Location

Toronto, Ont.

ISSN

1520-6149

Print_ISBN

0-7803-0003-3

Type

conf

DOI

10.1109/ICASSP.1991.150117

Filename

150117